+1,520.2%
QLD vs W
+224.5%
+1,295.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.1% |
| 7D | -1.2% | -7.4% | +6.2% | +1.5% |
| 30D | -15.7% | +7.8% | -23.5% | -17.7% |
| 3M | -10.0% | +10.9% | -20.9% | -13.3% |
| 6M | -11.2% | +86.4% | -97.6% | -29.3% |
| YTD | +16.4% | +14.0% | +2.4% | +6.5% |
| 1Y | +12.7% | +3.5% | +9.2% | +5.7% |
| 3Y | +152.3% | +164.8% | -12.5% | +54.4% |
| 5Y | +91.8% | -53.1% | +144.9% | +66.8% |
| 10Y | +1,520.2% | +220.4% | +1,299.8% | +633.4% |
| All | +1,520.2% | +224.5% | +1,295.7% | +633.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling